The user must be logged off their remote desktop to start the process.
When this change happens, it disables the user, moves their profile disk to the new server, edits the collection settings, then enables the user again. The whole process normally takes less than 5 minutes.
Head over to Cloud Desktops > Users
Find and select the user needing to be changed and hit Edit
Now change the RD Collection setting to be the one you desire and hit Save
The change should take between 5-10 min. Once completed the user would need to download a new rdp file from https://myrdp.download.